Connect sculpted sub-terrain to create tunnels?
You may do it deleting some vertices for both sculpted elements and join them using faces (with the bridge tool or F2 e.g.), then resculpt the joint, but it may be time consuming. I recommend you to use a Direct Union option of a BoolTool add on.

Activate it in User Preferences (Ctrl+Alt+U).


In Edit Mode select a fragment of your element and separate it with P-->Selection.


Enter Sculpt Mode and join elements using Snake Hook brush e.g.


In Object Mode select both separated objects and press Shift+Ctrl+Num+ (or press Spacebar and type 'direct').


It'll merge your sculpted mesh, so it'll be ready for sculpting. Then you can smooth the joint's transition using Smooth brush e.g. and sculpt some detail there.